Visualizing your strategy

Financial Trading in R

Ilya Kipnis

Professional Quantitative Analyst and R programmer

The chart.Posn function

chart.Posn() gives a good first glance at strategy performance

chart.Posn(portfolio = portfolio.st, Symbol = "LQD")

Recalculate indicators outside of strategy to add to chart

sma50 <- SMA(x = Cl(LQD), n = 50)
sma200 <- SMA(x = Cl(LQD), n = 200)
dvo <- DVO(HLC = HLC(LQD), nAvg = 2, percentLookback = 126)

Add indicators with add_TA() command. Use on = 1 to add to price plot

chart.Posn(Portfolio = portfolio.st, symbol = "LQD")
add_TA(sma50, on = 1, col = "blue")
add_TA(sma200, on = 1, col = "red")add_TA(dvo)

Financial Trading in R